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person:"Wiedemann, Arnd"
subject:"Risikomanagement"
~isPartOf:"Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
~person:"Eling, Martin"
~person:"McAleer, Michael"
~person:"Mikes, Anette"
~person:"Olson, David L."
~person:"Scaillet, Olivier"
~person:"Stoja, Evarist"
~person:"Stulz, René M."
~subject:"Basel Accord"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Wiedemann, Arnd
Eling, Martin
McAleer, Michael
Mikes, Anette
Olson, David L.
Scaillet, Olivier
Stoja, Evarist
Stulz, René M.
Fermanian, Jean-David
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
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